Maybe try to be a little bit more straight?
If the external source is another page, you can "share" it and it wont be thumbnail so the engage rate will be higher.
If you want to share a picture from yourdomain.com/image.jpg, then no, it can only be thumbnail.
Facebook don't like to have any images/links/videos/whatever going outside of FB. The more you stay on FB, the more money they make, so they like you being there.
Now does it makes sense why the engage rate is lower with small (pointing to external source) images?